+3,764.9%
CSX vs TRI
+604.8%
+3,160.1%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -4.7% | +1.3% | -1.2% |
| 7D | -5.5% | -4.8% | -0.7% | -3.7% |
| 30D | +4.9% | +13.4% | -8.5% | -1.5% |
| 3M | -2.9% | +13.1% | -16.0% | -9.9% |
| 6M | +8.3% | +24.4% | -16.1% | -7.3% |
| YTD | +36.7% | -11.4% | +48.2% | +34.6% |
| 1Y | +41.5% | -15.6% | +57.1% | +42.8% |
| 3Y | +68.6% | -6.5% | +75.1% | +53.4% |
| 5Y | +48.4% | +5.3% | +43.2% | +24.5% |
| 10Y | +446.6% | +239.9% | +206.7% | +129.1% |
| All | +3,764.9% | +604.8% | +3,160.1% | +895.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded TRI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling